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We devise a one-shot approach to distributed sparse regression in the high-dimensional setting.
Mcdonald, R
2009
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[author] Raskutti, GarveshG., Wainwright, Martin JM. J. and Yu, BinB. (2010). Restricted eigenvalue properties for correlated Gaussian designs. J. Mach. Learn. Res. 11 2241–2259
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Zinkevich, M
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2011
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[author] Boyd, StephenS., Parikh, NealN., Chu, EricE., Peleato, BorjaB. and Eckstein, JonathanJ. (2011). Distributed optimization and statistical learning via the alternating direction method of multipliers. Foundations and Trends in Machine Learning 3 1–122
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[author] Bühlmann, PeterP. and Van De Geer, SaraS. (2011). Statistics for high-dimensional data: methods, theory and applications. Springer
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[author] Dekel, OferO., Gilad-Bachrach, RanR., Shamir, OhadO. and Xiao, LinL. (2012). Optimal distributed online prediction using mini-batches. The Journal of Machine Learning Research 13 165–202
2012
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[author] Duchi, John CJ. C., Agarwal, AlekhA. and Wainwright, Martin JM. J. (2012). Dual averaging for distributed optimization: convergence analysis and network scaling. Automatic Control, IEEE Transactions on 57 592–606
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[author] Negahban, Sahand NS. N., Ravikumar, PradeepP., Wainwright, Martin JM. J. and Yu, BinB. (2012). A Unified Framework for High-Dimensional Analysis of M-Estimators with Decomposable Regularizers. Statistical Science 27 538–557
2012
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[author] Rudelson, MarkM. and Zhou, ShuhengS. (2013). Reconstruction from anisotropic random measurements. Information Theory, IEEE Transactions on 59 3434–3447
2013
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2014
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2014
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[author] Zhang, Cun-HuiC.-H. and Zhang, Stephanie SS. S. (2014). Confidence intervals for low dimensional parameters in high dimensional linear models. Journal of the Royal Statistical Society: Series B (Statistical Methodology) 76 217–242
2014
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[author] Battey, HeatherH., Fan, JianqingJ., Liu, HanH. and Lu, JunweiJ. (2015). Splitotic analysis for distributed estimation and hypothesis testing. preprint (personal communication)
2015
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2013
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[author] Zhang, YuchenY., Duchi, John CJ. C. and Wainwright, Martin JM. J. (2013). Communication-Efficient Algorithms for Statistical Optimization. Journal of Machine Learning Research 14 3321–3363
2013
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2014
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Cited in the paper.
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2015
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[author] Hastie, TrevorT., Tibshirani, RobertR. and Wainwright, MartinM. (2015). Statistical learning with sparsity: the lasso and its generalizations. CRC Press
2015
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[author] Sun, YuekaiY. (2015). Regularization in High-dimensional Statistics PhD thesis, Stanford University
2015
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